+130.4%
ECHO vs TXG
+22.9%
+107.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.8% |
| 7D | +2.3% | +5.0% | -2.7% | +1.6% |
| 30D | +4.4% | +13.5% | -9.1% | +2.3% |
| 3M | -20.3% | +128.0% | -148.3% | -29.9% |
| 6M | -15.3% | +224.4% | -239.8% | -29.6% |
| YTD | -15.5% | +307.0% | -322.5% | -32.2% |
| 1Y | +15.0% | +427.2% | -412.3% | -12.0% |
| 3Y | +409.1% | +40.2% | +369.0% | +337.0% |
| 5Y | +260.6% | -64.0% | +324.6% | +230.7% |
| All | +130.4% | +22.9% | +107.4% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling